Robert E. Cumby : Citation Profile


Are you Robert E. Cumby?

Georgetown University

21

H index

29

i10 index

2042

Citations

RESEARCH PRODUCTION:

38

Articles

33

Papers

7

Chapters

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 53
   Journals where Robert E. Cumby has often published
   Relations with other researchers
   Recent citing documents: 177.    Total self citations: 23 (1.11 %)

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   Permalink: http://citec.repec.org/pcu115
   Updated: 2020-08-01    RAS profile: 2018-05-16    
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Relations with other researchers


Works with:

Diba, Behzad (6)

Canzoneri, Matthew (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert E. Cumby.

Is cited by:

Chinn, Menzie (47)

Cheung, Yin-Wong (40)

Fujii, Eiji (31)

Afonso, Antonio (27)

Creel, Jerome (22)

Minford, A. Patrick (20)

McAleer, Michael (15)

Schabert, Andreas (15)

MacDonald, Ronald (15)

Engel, Charles (14)

Staveley-O'Carroll, Olena (14)

Cites to:

Diba, Behzad (45)

Canzoneri, Matthew (40)

Christiano, Lawrence (26)

Woodford, Michael (22)

Lopez-Salido, David (21)

Schmitt-Grohe, Stephanie (17)

Gali, Jordi (17)

Uribe, Martín (17)

Pesenti, Paolo (16)

Erceg, Christopher (16)

Gertler, Mark (15)

Main data


Where Robert E. Cumby has published?


Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
Journal of Monetary Economics4
Open Economies Review3
Journal of Money, Credit and Banking2
Journal of Finance2
Japan and the World Economy2
Journal of Money, Credit and Banking2
Journal of Economic Dynamics and Control2

Recent works citing Robert E. Cumby (2018 and 2017)


YearTitle of citing document
2020Secular Trends and Technological Progress. (2020). Döttling, Robin ; Dottling, Robin ; Perotti, Enrico. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:006.

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2018Information Content of DSGE Forecasts. (2018). Fair, Ray . In: Papers. RePEc:arx:papers:1808.02910.

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2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2017Derivative Use of Turkish Investment Funds During the 2008-09 Financial Crisis. (2017). Pirgaip, Burak ; Tademir, Aslihan . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1-14.

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2018Co-Movement between Macroeconomic Variables and Capital Flight. (2018). Hunjra, Ahmed Imran ; Bakari, Haroon ; Mehmood, Hasnain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1185-1195.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2020Questioning the puzzle: Fiscal policy, exchange rate and inflation. (2020). Siena, Daniele ; Natoli, Filippo ; Ferrara, Laurent ; Metelli, Luca. In: Working papers. RePEc:bfr:banfra:752.

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2017The international dimensions of macroprudential policies. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:643.

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2018Gross capital flows by banks, corporates and sovereigns. (2018). Servén, Luis ; Avdjiev, Stefan ; Serven, Luis ; Kalemli-Ozcan, Sebnem. In: BIS Working Papers. RePEc:bis:biswps:760.

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2018Is Abes Fiscal Policy Ricardian? What Does the Fiscal Theory of Prices Mean for Japan?. (2018). Doi, Takero. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:13:y:2018:i:1:p:46-63.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2020How Do NYPD Officers Respond to Terror Threats?. (2020). Lehrer, Steven ; Lepage, Louispierre. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:638-661.

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2017Determinants of Relative Sectoral Prices: The Role of Demographic Change. (2017). Kaufmann, Christoph ; Groneck, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:319-347.

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2017Squeezing the Last Drop Out of Your Suppliers: An Empirical Study of Market-Based Purchasing Policies for Generic Pharmaceuticals. (2017). Bergman, Mats A ; Rudholm, Niklas ; Granlund, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:969-996.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Xie, RU ; Williams, Jonathan ; Huang, Sheng. In: Working Papers. RePEc:bng:wpaper:17004.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017Optimal quantitative easing. (2017). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0678.

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2019Testing the Validity of the Single Interrupted Time Series Design. (2019). Svoronos, Theodore ; Baicker, Katherine. In: CID Working Papers. RePEc:cid:wpfacu:364.

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2018Deviations in real exchange rate levels in the OECD countries and their structural determinants. (2018). Steenkamp, Daan ; Berka, Martin. In: Working Papers. RePEc:cii:cepidt:2018-16.

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2019Measuring the Balassa-Samuelson Effect: A guidance Note on the RPROD Database. (2019). Grekou, Carl ; COUHARDE, Cécile ; Delatte, Anne-Laure ; Mignon, Valerie ; Morvillier, Florian. In: Working Papers. RePEc:cii:cepidt:2019-11.

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2017Inflation and Public Debt. (2017). Barquero, Jose Pablo ; Marin, Kerry Loaiza . In: Monetaria. RePEc:cml:moneta:v:xxxix:y:2017:i:1:p:39-94.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

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2019Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno. (2019). Monje, Juan Cabas ; Sepulveda, Ricardo Troncoso. In: Revista Lecturas de Economía. RePEc:col:000174:017438.

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2017Gross Capital Inflows to Banks, Corporates and Sovereigns. (2017). Servén, Luis ; Kalemli-Ozcan, Sebnem ; Avdjiev, Stefan ; Hardy, Bryan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11806.

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2017The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12108.

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2019Global Dimensions of U.S. Monetary Policy. (2019). Obstfeld, Maurice. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13887.

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2019Redistributive Growth. (2019). Perotti, Enrico C ; Dottling, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13984.

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2020Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Kose, Ayhan ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14439.

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2017Real Exchange Rates and Sectoral Productivity in the Eurozone. (2017). Engel, Charles ; Berka, Martin ; Devereux, Michael B. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_009.

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2020International trade in intermediate inputs and the welfare gains from monetary policy cooperation. (2020). zou, heng-fu ; Wang, Chan ; Liu, Jianjian ; Gong, Liutang ; Wu, Liyuan. In: CEMA Working Papers. RePEc:cuf:wpaper:610.

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2020Optimalmonetary policy in a model of vertical productionand tradewith reference currency. (2020). zou, heng-fu ; Wang, Chan ; Gong, Liutang. In: CEMA Working Papers. RePEc:cuf:wpaper:611.

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2017ON THE INTERACTION BETWEEN ECONOMIC GROWTH AND BUSINESS CYCLES. (2017). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:04:p:982-1022_00.

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2018Information Content of DSGE Forecasts. (2018). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2140.

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2019Robust Tests for White Noise and Cross-Correlation. (2019). Phillips, Peter ; PEter, ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194.

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2020Robust Tests for White Noise and Cross-Correlation. (2020). Phillips, Peter ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194r.

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2017Is fiscal policy in the euro area Ricardian?. (2017). Jacobs, Jan ; de Haan, Leo ; Panjer, Nikki . In: DNB Working Papers. RePEc:dnb:dnbwpp:562.

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2018Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea. In: DNB Working Papers. RePEc:dnb:dnbwpp:594.

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2018Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market. (2018). Paris, Anthony ; HACHE, Emmanuel. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-6.

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2020Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies. (2020). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-18.

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2017Currency evaluation using a big mac index for Thailand – lessons for Vietnam. (2017). Vo, Duc. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00201.

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2017Fiscal reaction function and fiscal fatigue: evidence for the euro area. (2017). Checherita Westphal, Cristina ; Arek, Vaclav ; Checherita-Westphal, Cristina . In: Working Paper Series. RePEc:ecb:ecbwps:20172036.

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2018Interest rate spreads and forward guidance. (2018). Kaufmann, Christoph ; Bredemeier, Christian ; Schabert, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20182186.

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2018Business cycles, expectations and inflation in Brazil: a New-Keynesian Phillips curve analysis. (2018). Arruda, Elano Ferreira ; Castelar, Ivan. In: Revista CEPAL. RePEc:ecr:col070:43955.

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2019Foreign exchange intervention and inflation targeting: The role of credibility. (2019). Medina, Juan ; Lama, Ruy ; Adler, Gustavo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:2.

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2019Sustainable international monetary policy cooperation. (2019). Fujiwara, Ippei ; Sunakawa, Takeki ; Kam, Timothy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:6.

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2018Liquidity premiums on government debt and the fiscal theory of the price level. (2018). Waller, Christopher ; Berentsen, Aleksander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:173-182.

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2018Monetary policy and liquid government debt. (2018). Martin, Fernando ; Andolfatto, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:183-199.

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2018Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union. (2018). Vieira, Paulo ; Ribeiro, Ana Paula ; Machado, Celsa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:154-174.

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2019Labour quality and benefits reaped from global economic integration: An application of dynamic panel SGMM estimators. (2019). van Tran, Quyet ; Alauddin, Mohammad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:92-106.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2017Does wage-inflation targeting complement foreign exchange intervention? An evaluation of a multi-target, two-instrument monetary policy framework. (2017). Xie, Taojun ; Chia, Wai-Mun ; Alba, Joseph D ; Liu, Jingting . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:68-81.

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2018On the estimation of panel fiscal reaction functions: Heterogeneity or fiscal fatigue?. (2018). Everaert, Gerdie ; Jansen, Stijn . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:87-96.

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2018The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability. (2018). , Marco ; Maynard, Lucas ; Lima, Felipe C ; De, Rebeca ; Vereda, Luciano. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:184-201.

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2019Fiscal policy in the US: Sustainable after all?. (2019). Aldama, Pierre ; Creel, Jerome. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:471-479.

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2020Multipliers of expected vs. unexpected fiscal shocks: The case of Korea. (2020). Hur, Joonyoung ; Rhee, Wooheon . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:244-254.

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2017Sovereign debt composition and time-varying public finance sustainability. (2017). Jalles, Joao ; Afonso, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:144-155.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2017Fiscal stabilization vs. passivity. (2017). Leeper, Eric ; Bai, Yuting . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:105-108.

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2017Nominal targeting in an economy with government debt. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Bai, Yuting . In: European Economic Review. RePEc:eee:eecrev:v:94:y:2017:i:c:p:103-125.

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2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test. (2017). Masih, Abul ; Bacha, Obiyathulla ; Mansur, A ; Dewandaru, Ginanjar. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:66-95.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2017Pure martingale and joint normality tests for energy futures contracts. (2017). Shrestha, Keshab ; Rassiah, Puspavathy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184.

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2018The effect of wind and solar power forecasts on day-ahead and intraday electricity prices in Germany. (2018). Gurtler, Marc ; Paulsen, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:150-162.

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2019Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

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2020Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries. (2020). Long, Xingle ; Muhammad, Sulaman ; Dauda, Lamini ; Salman, Muhammad. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302097.

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2019Does corporate hedging enhance shareholder value? A meta-analysis. (2019). Huan, Xing ; Conlon, Thomas ; Bessler, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:222-232.

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2019Structural changes and the role of monetary aggregates in the UK. (2019). Binner, Jane M ; Karoglou, Michail ; Bissoondeeal, Rakesh K. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:100-107.

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2020Inflation targeting as a shock absorber. (2020). Fratzscher, Marcel ; Rieth, Malte ; Grosse-Steffen, Christoph. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s0022199620300271.

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2020Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database. (2020). Mignon, Valérie ; Grekou, Carl ; COUHARDE, Cécile ; Morvillier, Florian ; Delatte, Anne-Laure. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:237-247.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017A vehicle currency countrys welfare under optimal monetary policy. (2017). Kashiwagi, Masanori. In: Japan and the World Economy. RePEc:eee:japwor:v:42:y:2017:i:c:p:23-31.

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2020Equal treatment under the Fed: Interest on reserves, the federal funds rate, and the ‘Third Regime’ of bank behavior. (2020). Dutkowsky, Donald ; Vanhoose, David D. In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300931.

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2018Interest on reserves and Federal Reserve unwinding. (2018). Dutkowsky, Donald H ; Vanhoose, David D. In: Journal of Economics and Business. RePEc:eee:jebusi:v:97:y:2018:i:c:p:28-38.

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2018Breaking up isn’t hard to do: Interest on reserves and monetary policy. (2018). Dutkowsky, Donald H ; Vanhoose, David D. In: Journal of Economics and Business. RePEc:eee:jebusi:v:99:y:2018:i:c:p:15-27.

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2018Price competition in pharmaceuticals – Evidence from 1303 Swedish markets. (2018). Granlund, David ; Bergman, Mats A. In: Journal of Health Economics. RePEc:eee:jhecon:v:61:y:2018:i:c:p:1-12.

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2020Domestically formed international diversification. (2020). Vivian, Andrew ; Lu, Qinye. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306473.

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2017The real exchange rate in the long run: Balassa-Samuelson effects reconsidered. (2017). MacDonald, Ronald ; Fazio, Giorgio ; Choudhri, Ehsan ; Bordo, Michael D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:69-92.

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2017Exploring international differences in inflation dynamics. (2017). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Staveley-Ocarroll, Olena M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:115-135.

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2018Exchange rate targeting in the presence of foreign debt obligations. (2018). Staveley-O'Carroll, James ; Staveley-Ocarroll, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:113-134.

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2017Convergence-driven inflation and the channels of its absorption. (2017). Welfe, Aleksander ; Konopczak, Karolina. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1019-1034.

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2018Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

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2019The dire effects of the lack of monetary and fiscal coordination. (2019). Melosi, Leonardo ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:1-22.

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2019Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures. (2019). Sun, Pengfei ; Zhang, YI ; Wang, Tianyang ; Qu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830101x.

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2017Strategic fiscal policies and leadership in a monetary union. (2017). Mavrodimitrakis, Christos ; Chortareas, Georgios. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:133-147.

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2017Monetary and fiscal policy in advanced and developing countries: An analysis before and after the financial crisis. (2017). Vieira, Flavio ; da Silva, Cleomar Gomes. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:13-20.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2019Optimal vehicle use in the presence of episodic mobile-source air pollution. (2019). Acharya, Ramjee ; Caplan, Arthur J. In: Resource and Energy Economics. RePEc:eee:resene:v:57:y:2019:i:c:p:185-204.

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2017Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2017). Saia, Alessandro ; Falagiarda, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:125-148.

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2018Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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2019Monetary Policy in a World of Cryptocurrencies. (2019). Benigno, Pierpaolo. In: EIEF Working Papers Series. RePEc:eie:wpaper:1905.

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2019Lawrence Summers Deserves a Nobel Prize for Reviving the Theory of Secular Stagnation. (2019). Probst, Julius. In: Econ Journal Watch. RePEc:ejw:journl:v:16:y:2019:i:2:p:342-373.

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2017Taxation, Debt and Relative Prices in the Long Run: The Irish Experience. (2017). Velic, Adnan ; Galstyan, Vahagn. In: The Economic and Social Review. RePEc:eso:journl:v:48:y:2017:i:3:p:231-251.

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More than 100 citations found, this list is not complete...

Works by Robert E. Cumby:


YearTitleTypeCited
2001Is the Price Level Determined by the Needs of Fiscal Solvency? In: American Economic Review.
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article226
1998Is the Price Level Determined by the Needs of Fiscal Solvency?.(1998) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 226
paper
1998Is the Price Level Determined by the Needs of Fiscal Solvency?.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 226
paper
2000Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing In: Working Papers.
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paper9
2001Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing.(2001) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2001Emerging market debt: measuring credit quality and examining relative pricing.(2001) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 9
article
2012Monetary policy and the natural rate of interest In: BIS Papers chapters.
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chapter3
2015Monetary Policy and the Natural Rate of Interest.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis. In: Journal of Finance.
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article36
1990 Evaluating the Performance of International Mutual Funds. In: Journal of Finance.
[Full Text][Citation analysis]
article119
1996Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries In: CEPR Discussion Papers.
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paper304
1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries.(1999) In: Journal of International Economics.
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This paper has another version. Agregated cites: 304
article
1996Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 304
paper
1998Fiscal Discipline and Exchange Rate Regimes In: CEPR Discussion Papers.
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paper9
2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework In: CEPR Discussion Papers.
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paper45
2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 45
article
2008Monetary aggregates and liquidity in a neo-Wicksellian framework.(2008) In: Working Paper Research.
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This paper has another version. Agregated cites: 45
paper
2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2008Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services In: CEPR Discussion Papers.
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paper4
2001Fiscal Discipline and Exchange Rate Systems. In: Economic Journal.
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article30
1992Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions. In: Econometrica.
[Full Text][Citation analysis]
article84
1990Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions.(1990) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
paper
2011The role of liquid government bonds in the great transformation of American monetary policy In: Journal of Economic Dynamics and Control.
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article8
2018The forward fiscal guidance puzzle and a resolution In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
1983Two-step two-stage least squares estimation in models with rational expectations In: Journal of Econometrics.
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article80
1983Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations.(1983) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 80
paper
1983Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom In: Journal of International Economics.
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article0
1983The international monetary system: A time of turbulence : Jacob S. Dreyer, Gottfried Haberler and Thomas D. Willett, eds., (American Enterprise Institute, Washington, D.C., 1982) pp, iii+523, $14.95 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
1985Exchange rates and international macroeconomics : Jacob A. Frenkel, ed., (University of Chicago Press for the National Bureau of Economic Research, Chicago, 1984) pp. x + 362, $43.00 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
1989Financial policy and speculative runs with a crawling peg: Argentina 1979-1981 In: Journal of International Economics.
[Full Text][Citation analysis]
article32
1987Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
paper
2005The need for international policy coordination: whats old, whats new, whats yet to come? In: Journal of International Economics.
[Full Text][Citation analysis]
article93
2002The Need for International Policy Coordination: Whats Old, Whats New, Whats Yet to Come?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93
paper
1991The predictability of real exchange rate changes in the short and long run In: Japan and the World Economy.
[Full Text][Citation analysis]
article26
1990The Predictability of Real Exchange Rate Changes in the Short and Long Run.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
1994International asset allocation with time varying risk: an analysis and implementation In: Japan and the World Economy.
[Full Text][Citation analysis]
article8
1987Testing for market timing ability : A framework for forecast evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article116
2013Key currency status: An exorbitant privilege and an extraordinary risk In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article12
1984Monetary policy under dual exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
1984Monetary Policy Under Dual Exchange Rates.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
1986The international linkage of real interest rates: The European-US connection In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article74
1984The International Linkage of Real Interest Rates: The European - U.S. Connection.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
1990Consumption risk and international equity returns: some empirical evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article30
2010The Interaction Between Monetary and Fiscal Policy In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter5
1988Is it risk? : Explaining deviations from uncovered interest parity In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article43
1987Is it Risk? Explaining Deviations from Uncovered Interest Parity.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
1992Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article8
2007Euler equations and money market interest rates: A challenge for monetary policy models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article70
2016Optimal money and debt management: Liquidity provision vs tax smoothing In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article8
1981Capital mobility and the scope for sterilization: Mexico in the 1970s In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper7
1983Capital Mobility and the Scope for Sterilization: Mexico in the 1970s.(1983) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
chapter
1981Capital Mobility and the Scope for Sterilization: Mexico in the 1970s.(1981) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin In: Proceedings.
[Full Text][Citation analysis]
article15
2002Should the European Central Bank and the Federal Reserve be concerned about fiscal policy? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article82
1986Estimation of the optimal futures hedge In: Research Working Paper.
[Citation analysis]
paper113
1988Estimation of the Optimal Futures Hedge..(1988) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
article
1997Conceptual and Methodological Issues in the Measurement of Capital Flight. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article14
2006New Keynesian Explanations of Cyclical Movements in Aggregate Inflation and Regional Inflation Differentials In: Open Economies Review.
[Full Text][Citation analysis]
article14
2013Addressing International Empirical Puzzles: the Liquidity of Bonds In: Open Economies Review.
[Full Text][Citation analysis]
article7
2014Optimal Exchange Intervention in an Inflation Targeting Regime: Some Cautionary Tales In: Open Economies Review.
[Full Text][Citation analysis]
article1
2007The Cost of Nominal Rigidity in NNS Models In: Journal of Money, Credit and Banking.
[Citation analysis]
article21
2006How Do Monetary and Fiscal Policy Interact in the European Monetary Union? In: NBER Chapters.
[Full Text][Citation analysis]
chapter17
2005How Do Monetary and Fiscal Policy Interact in the European Monetary Union?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1997Testing Models of the Trade Policy Process: Antidumping and the New Issues In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
2010Comment on Currency Carry Trades In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1984International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence In: NBER Chapters.
[Full Text][Citation analysis]
chapter122
1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
1980Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]
paper8
2004The Cost of Nominal Inertia in NNS Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper30
2008The Macroeconomic Implications of a Key Currency In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2008 Macroeconomic Implications of a Key Currency.(2008) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1987On the Definition and Magnitude of Recent Capital Flight In: NBER Working Papers.
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paper20
1987Consumption Risk and International Asset Returns: Some Empirical Evidence In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1996Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity? In: NBER Working Papers.
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paper52
1998Trends in European Productivity: Implications for Real Exchange Rates, Real Interest Rates and Inflation Differentials In: Working Papers.
[Full Text][Citation analysis]
paper17
1995The Term Structure of Credit Risk: Estimates and Specification Tests In: Working Papers.
[Citation analysis]
paper1
2011Comment In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
article0
2017Should the Federal Reserve Pay Competitive Interest on Reserves? In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team